HI,
1) you should verify on Azure portal if the services and resources are allowed to access the Azure SQL Server instance [yes option].
2) use sqlcmd on Azure cloud shell and connect to database server.
3) set the firewalls rules with client IP address range that you is using with the sp below on sqlcmd prompt:
EXECUTE sp_set_database_firewall_rule N'Allow appServer database level rule', '[From IP Address]', '[To IP Address]';
GO